Cross-Validation Conformal Risk Control
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Abstract (arXiv)
Conformal risk control (CRC) is a recently proposed technique that applies post-hoc to a conventional point predictor to provide calibration guarantees. Generalizing conformal prediction (CP), with CRC, calibration is ensured for a set predictor that is extracted from the point predictor to control a risk function such as the probability of miscoverage or the false negative rate. The original CRC requires the available data set to be split between training and validation data sets. This can be problematic when data availability is limited, resulting in inefficient set predictors. In this paper, a novel CRC method is introduced that is based on cross-validation, rather than on validation as the original CRC. The proposed cross-validation CRC (CV-CRC) extends a version of the jackknife-minmax from CP to CRC, allowing for the control of a broader range of risk functions. CV-CRC is proved to offer theoretical guarantees on the average risk of the set predictor. Furthermore, numerical experiments show that CV-CRC can reduce the average set size with respect to CRC when the available data are limited.
Key facts. Cited by 8 papers in the map (data through 7 Oct 2026). Builds on 25 of its 33 references that are in the map. First posted on arXiv 22 Jan 2024.
Builds on
25 of 33 references.
References · 25
- 2019Conformalized Quantile Regressioncited by 620
- 2019Conformal Prediction Under Covariate Shiftcited by 511
- 2020Uncertainty Sets for Image Classifiers using Conformal Predictioncited by 365
- 2021Adaptive Conformal Inference Under Distribution Shiftcited by 360
- 2022Conformal Risk Controlcited by 290
- 2021Distribution-Free, Risk-Controlling Prediction Setscited by 278
- 2021Learn then Test: Calibrating Predictive Algorithms to Achieve Risk Controlcited by 256
- 2019Predictive inference with the jackknife+cited by 206
- 2019Fully Neural Network based Model for General Temporal Point Processescited by 119
- 2020Conformal Prediction: a Unified Review of Theory and New Challengescited by 118
- 2021Learning Optimal Conformal Classifierscited by 108
- 2022Plex: Towards Reliability using Pretrained Large Model Extensionscited by 102
13 more
- 2019Nested conformal prediction and quantile out-of-bag ensemble methodscited by 88
- 2022Training Uncertainty-Aware Classifiers with Conformalized Deep Learningcited by 62
- 2020Exchangeability, Conformal Prediction, and Rank Testscited by 40
- 2022Achieving Risk Control in Online Learning Settingscited by 38
- 2022Beyond calibration: estimating the grouping loss of modern neural networkscited by 32
- 2022Few-Shot Calibration of Set Predictors via Meta-Learned Cross-Validation-Based Conformal Predictioncited by 17
- 2023Quantum Conformal Prediction for Reliable Uncertainty Quantification in Quantum Machine Learningcited by 11
- 2023Bayesian Optimization with Formal Safety Guarantees via Online Conformal Predictioncited by 10
- 2020Making learning more transparent using conformalized performance predictioncited by 8
- 2023Adaptive Conformal Regression with Jackknife+ Rescaled Scorescited by 8
- 2023Guaranteed Dynamic Scheduling of Ultra-Reliable Low-Latency Traffic via Conformal Predictioncited by 5
- 2023Towards Efficient and Reliable AI Through Neuromorphic Principlescited by 5
- 2021Bayesian Neural Hawkes Process for Event Uncertainty Predictioncited by 3
Built on by
Citing papers per year: 2024: 3; 2025: 3; 2026: 2.
8 papers.
- 2024Conformal Prediction for Class-wise Coverage via Augmented Label Rank Calibrationcited by 18
- 2024Semi-Supervised Risk Control via Prediction-Powered Inferencecited by 13
- 2024Conformal Distributed Remote Inference in Sensor Networks Under Reliability and Communication Constraintscited by 5
- 2025Calibrating Decision Robustness via Inverse Conformal Risk Controlcited by 4
- 2026A Joint Finite-Sample Certificate for Adaptive Selective Conformal Risk Controlcited by 3
- 2025Towards Reliable and Holistic Visual In-Context Learning Prompt Selectioncited by 2
- 2026Conformal Risk Control under Non-Monotone Losses: Theory and Finite-Sample Guaranteescited by 2
- 2025Attention-Based Feature Online Conformal Prediction for Time Seriescited by 0
- 2026A Joint Finite-Sample Certificate for Adaptive Selective Conformal Risk Control7 Jun 2026
- 2026Conformal Risk Control under Non-Monotone Losses: Theory and Finite-Sample Guarantees2 Apr 2026
- 2025Attention-Based Feature Online Conformal Prediction for Time Series19 Nov 2025
- 2025Calibrating Decision Robustness via Inverse Conformal Risk Control9 Oct 2025
- 2025Towards Reliable and Holistic Visual In-Context Learning Prompt Selection30 Sep 2025
- 2024Semi-Supervised Risk Control via Prediction-Powered Inference15 Dec 2024
- 2024Conformal Distributed Remote Inference in Sensor Networks Under Reliability and Communication Constraints12 Sep 2024
- 2024Conformal Prediction for Class-wise Coverage via Augmented Label Rank Calibration10 Jun 2024